TJX Options History — January 2024 In January 2024, TJX traded between $91.72 and $96.57. ATM implied volatility averaged 16.6%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 1.8% (HV 20d: 14.8%). Max pain ranged from $87.50 to $95.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.81.
Notable Days 2024-01-26 : Highest Volume — 18,817 contracts2024-01-29 : Largest IV spike — 14.7% change2024-01-31 : Highest IV Rank — 46.3%2024-01-31 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $94.50 $91.72 $96.57 $93.07 $94.88 Max Pain $91.76 $87.50 $95.00 $87.50 $95.00 ATM IV 16.6% 14.8% 22.6% 16.1% 22.6% Expected Move 4.6% 4.4% 5.0% 4.5% 5.0% HV 20d 14.8% 12.5% 17.2% 15.2% 13.9% HV 60d 16.9% 15.8% 17.5% 16.8% 15.8% IV Rank 14.6% 5.0% 46.3% 11.8% 46.3% IV Percentile 25.9% 8.7% 63.5% 21.4% 63.5% Term Structure 1.3% -1.0% 6.0% 0.2% -0.7% VWIV 16.3% 15.2% 17.9% 16.3% 17.9% Skew 25d 2.2% 1.4% 3.1% 1.9% 2.9% Skew 10d 4.6% 3.4% 6.3% 3.8% 5.8% Call IV 25d 15.7% 13.6% 21.7% 15.4% 21.5% Put IV 25d 17.9% 15.6% 24.5% 17.3% 24.5% Bid-Ask Spread % 16.45 5.35 62.35 12.82 62.35 Gamma HHI 0.18 0.09 0.35 0.16 0.09 Net GEX 23.7M 15.4M 35.7M 25.2M 15.8M Net DEX -377.0M -575.8M -200.0M -406.4M -200.0M Net VEX -2.7M -3.0M -2.5M -2.7M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.14 2.71 2.44 0.85 Total Volume 8,245.619 3,746 18,817 6,213 4,085 Total OI 207,089.048 146,058 244,071 219,326 180,162
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $93.07 $87.50 16.1% 4.5% 15.2% 11.8% 16.3% 1.9% 0.2% 25.2M -406.4M -2.7M 2.44 12.82 N/A N/A 1,808 4,405 105,047 114,279 2024-01-03 $91.84 $87.50 16.3% 4.4% 15.9% 12.8% 15.7% 2.0% 0.0% 15.9M -302.4M -2.7M 0.50 9.31 N/A N/A 4,388 2,185 105,179 117,742 2024-01-04 $92.94 $90.00 16.4% 4.9% 16.0% 13.5% 17.0% 1.7% 0.1% 22.7M -382.5M -2.8M 0.57 14.99 N/A N/A 2,392 1,354 107,902 119,601 2024-01-05 $91.72 $90.00 16.2% 4.7% 16.9% 12.5% 16.6% 2.0% -0.1% 15.7M -283.5M -2.8M 0.88 15.93 N/A N/A 2,255 1,984 108,708 120,503 2024-01-08 $92.78 $90.00 15.5% 4.8% 17.2% 8.8% 16.6% 2.1% 1.3% 23.3M -371.2M -2.7M 1.14 5.35 N/A N/A 2,549 2,898 107,645 119,080 2024-01-09 $93.09 $90.00 15.2% 4.6% 17.2% 7.4% 15.2% 1.9% 0.8% 26.4M -394.9M -2.7M 0.53 7.49 N/A N/A 3,189 1,681 108,801 120,822 2024-01-10 $94.15 $90.00 15.3% 4.5% 16.4% 7.8% 16.0% 1.4% 0.2% 30.0M -474.7M -2.7M 0.40 6.99 N/A N/A 3,849 1,537 110,405 122,112 2024-01-11 $95.03 $92.50 14.9% 4.4% 16.6% 5.8% 15.8% 1.9% 0.8% 30.9M -529.3M -2.6M 0.25 6.46 N/A N/A 6,700 1,685 110,772 122,963 2024-01-12 $95.07 $92.50 14.8% 4.4% 16.6% 5.0% 15.2% 2.0% 1.1% 34.7M -539.2M -2.6M 0.33 24.89 N/A N/A 4,158 1,389 112,472 123,649 2024-01-16 $95.59 $92.50 16.4% 4.7% 14.8% 13.6% 15.8% 2.6% -1.0% 30.2M -573.8M -2.5M 0.87 5.92 N/A N/A 4,617 3,994 111,513 122,388 2024-01-17 $94.41 $92.50 16.2% 4.6% 15.0% 12.4% 16.2% 3.1% 0.2% 29.4M -486.7M -2.6M 0.37 16.11 N/A N/A 5,856 2,150 112,742 125,519 2024-01-18 $94.84 $92.50 16.1% 4.6% 14.9% 12.3% 16.6% 3.0% -0.4% 35.7M -518.2M -2.6M 0.64 15.58 N/A N/A 4,579 2,914 114,839 126,391 2024-01-19 $95.27 $92.50 15.9% 4.6% 14.1% 10.9% 15.9% 2.5% -0.4% 26.1M -575.8M -2.6M 0.27 17.41 N/A N/A 10,739 2,920 116,256 127,815 2024-01-22 $94.98 $92.50 15.8% 4.6% 13.5% 10.7% 16.6% 2.6% 6.0% 15.4M -217.9M -2.6M 0.98 18.12 N/A N/A 4,213 4,136 74,977 71,081 2024-01-23 $95.16 $92.50 15.1% 4.5% 13.1% 6.9% 16.4% 2.3% 4.3% 17.3M -227.8M -2.6M 2.71 20.82 N/A N/A 2,563 6,945 78,108 74,063 2024-01-24 $95.19 $92.50 15.4% 4.6% 13.1% 8.3% 16.5% 2.4% 4.8% 17.3M -224.7M -2.7M 0.42 23.38 N/A N/A 12,246 5,180 79,007 78,958 2024-01-25 $95.53 $92.50 16.2% 4.5% 12.6% 12.7% 16.3% 2.3% 5.1% 23.7M -269.0M -2.8M 0.35 21.35 N/A N/A 10,389 3,654 87,076 82,640 2024-01-26 $96.22 $93.00 17.2% 4.6% 12.8% 18.0% 15.9% 2.6% 5.7% 17.2M -310.4M -2.9M 0.14 17.88 N/A N/A 16,445 2,372 88,153 84,699 2024-01-29 $96.22 $94.00 19.8% 4.6% 12.5% 31.4% 16.9% 2.5% -0.7% 21.7M -304.6M -2.8M 1.01 12.17 N/A N/A 3,082 3,108 91,927 84,323 2024-01-30 $96.57 $95.00 20.8% 4.7% 12.5% 36.8% 17.3% 1.6% -0.8% 22.0M -324.8M -2.9M 1.31 10.06 N/A N/A 2,840 3,725 92,847 85,704 2024-01-31 $94.88 $95.00 22.6% 5.0% 13.9% 46.3% 17.9% 2.9% -0.7% 15.8M -200.0M -3.0M 0.85 62.35 N/A N/A 2,214 1,871 93,563 86,599
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